Lead Consultant, Investment Management
Our client, a top tier global hedge fund, are assembling a strong Quant Technology team to build their next generation in-house analytics and trader support tools.
This team will sit under the Fixed Income & Commodities Technology group and will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business at the firm.
- Work closely with Quants in Geneva, New York and London to maintain and develop our cross-asset pricing and risk library.
- Work with the business and other Quants to deliver cutting hedge Foreign Exchange specific pre-trade, pricing and risk analytics tools.
- Excellent knowledge of FX markets conventions and derivatives including exotics.
- Experience working with exotic models for single or multi asset: Local Stochastic Volatility, Local Correlation.
- Strong knowledge in at least one of the main numerical methods Monte Carlo, Finite Differences, Finite Elements.
- Modern C++ professional programming experience is encouraged – other candidate should be able to demonstrate high level of understanding in at least one programming language (C++, C#, Rust…).
- Python experience is not required but encouraged.
- Experience supporting traders or portfolio managers on regular questions like pnl/risk explain and/or pre-trade analysis tools.
- Strong analytical and mathematical skills.
For more information, please apply through the link below or email tom on firstname.lastname@example.org